-42.3%
TSEM vs AEIS
+2,566.8%
-2,609.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.4% | +7.2% |
| 7D | +6.9% | +3.0% | +3.9% | +6.1% |
| 30D | +5.3% | -14.6% | +20.0% | +10.1% |
| 3M | -14.9% | -12.4% | -2.5% | -10.8% |
| 6M | +80.0% | -15.0% | +95.0% | +90.7% |
| YTD | +89.4% | +34.3% | +55.1% | +77.6% |
| 1Y | +253.1% | +87.4% | +165.7% | +203.6% |
| 3Y | +642.1% | +139.8% | +502.3% | +496.2% |
| 5Y | +659.1% | +220.7% | +438.4% | +456.0% |
| 10Y | +1,291.4% | +531.6% | +759.8% | +737.7% |
| All | -42.3% | +2,566.8% | -2,609.1% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling